+49.2%
TTWO vs CHRW
+87.9%
-38.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.4% | +2.7% |
| 7D | +1.3% | +4.4% | -3.0% | +1.1% |
| 30D | -13.4% | +5.5% | -18.9% | -13.7% |
| 3M | +3.1% | -17.3% | +20.3% | +3.9% |
| 6M | +3.8% | -12.7% | +16.4% | +3.9% |
| YTD | -15.3% | -4.1% | -11.1% | -15.5% |
| 1Y | -11.1% | +21.2% | -32.3% | -13.0% |
| All | +49.2% | +87.9% | -38.6% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling